Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.71% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 65'169 | 62'281 | 45'631 CHF | 44'708 CHF | 98.41% | 98.41% |
12.07.2024 | 2.34% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 79'235 | 75'000 | 55'886 CHF | 54'160 CHF | 96.58% | 96.58% |
11.07.2024 | 2.43% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'928 CHF | 50'840 CHF | 99.15% | 99.15% |
10.07.2024 | 2.61% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 81'113 | 75'000 | 51'188 CHF | 48'596 CHF | 100.00% | 100.00% |
09.07.2024 | 2.39% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 80'791 | 75'000 | 50'984 CHF | 48'484 CHF | 100.00% | 100.00% |
08.07.2024 | 2.45% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'105 CHF | 49'099 CHF | 100.00% | 100.00% |
05.07.2024 | 2.56% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'714 CHF | 49'739 CHF | 99.62% | 99.62% |
04.07.2024 | 2.56% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'382 CHF | 50'382 CHF | 100.00% | 100.00% |
03.07.2024 | 2.32% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'716 CHF | 49'621 CHF | 99.73% | 99.73% |
02.07.2024 | 2.65% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 85'011 | 75'000 | 53'552 CHF | 48'604 CHF | 100.00% | 100.00% |